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We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…

偏微分方程分析 · 数学 2012-05-29 Carlo Marinelli , Luca Di Persio , Giacomo Ziglio

This manuscript is devoted to the study of a class of nonlinear non-instantaneous impulsive first order abstract retarded type functional differential equations in an arbitrary separable Hilbert space H. A new set of sufficient conditions…

数值分析 · 数学 2023-11-23 Shahin Ansari , Muslim Malik

In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…

概率论 · 数学 2007-05-23 Anna Karczewska

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

概率论 · 数学 2018-10-05 Christian Kuehn , Alexandra Neamtu

In this manuscript, we examine impulsive evolution systems in Hilbert spaces. Using a resolvent-like operator, we first establish the finite-approximate controllability for linear systems. Subsequently, by applying the Schauder fixed-point…

最优化与控制 · 数学 2025-01-14 Javad A. Asadzade , Nazim I. Mahmudov

In this paper, we study the regularities of solutions of nonlinear stochastic partial differential equations in the framework of Hilbert scales. Then we apply our general result to several typical nonlinear SPDEs such as stochastic Burgers…

概率论 · 数学 2008-01-28 Xicheng Zhang

A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…

泛函分析 · 数学 2018-05-15 Alexei Daletskii

In this paper, we study the existence and uniqueness of mild solution for a stochastic neutral partial functional integro-differential equation with delay in a Hilbert space driven by a fractional Brownian motion and with non-deterministic…

概率论 · 数学 2018-09-11 B. Boufoussi , S. Hajji , S. Mouchtabih

In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our…

概率论 · 数学 2010-10-25 Wei Liu , Michael Röckner

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

偏微分方程分析 · 数学 2018-09-27 Alessia Ascanelli , Sandro Coriasco , André Süß

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

数值分析 · 数学 2018-03-06 Michael Griebel , Peter Oswald

In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear…

最优化与控制 · 数学 2022-09-30 Alessandro Calvia , Gianluca Cappa , Fausto Gozzi , Enrico Priola

In this paper, we study an approximate controllability for the impulsive linear evolution equations in Hilbert spaces. The necessary and sufficient conditions for approximate controllability in terms of resolvent operators are given. An…

动力系统 · 数学 2016-02-15 N. I. Mahmudov

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

概率论 · 数学 2007-05-23 Lorenzo Zambotti

The well established mixed monotone iterative technique that is used to study the existence and uniqueness of fractional order system is studied explicitly for impulsive system with Hilfer fractional order in this paper. The procedure of…

最优化与控制 · 数学 2021-06-24 Divya Raghavan , Sukavanam Nagarajan

This work is devoted to establish the strong convergence results of an iterative algorithm generated by the shrinking projection method in Hilbert spaces. The proposed approximation sequence is used to find a common element in the set of…

泛函分析 · 数学 2018-03-07 Abdul Ghaffar , Zafar Ullah , Muhammad Aqeel Ahmad Khan , Faisal Mumtaz

We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the…

概率论 · 数学 2022-08-30 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

概率论 · 数学 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…

概率论 · 数学 2022-10-05 Nazim I. Mahmudov , Arzu Ahmadova

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

偏微分方程分析 · 数学 2019-11-01 Benjamin Seeger